This article is cited in 2 papers

Stochastic Systems

Modification and investigation of the cumulative sum procedure

I. V. Nikiforov

Moscow

Abstract: The paper is concerned with a statistical method for detecting the time at which the properties of a random process change known as the Page procedure. This procedure can be applied under assumptions, weaker than earlier, on the behaviour following the change. Time characteristics of the procedure are investigated. For illustration two applications examples are given.

UDC: 519.27


Received: 17.10.1978

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